Shuffles of copulas and a new measure of dependence

DOI10.1016/j.jmaa.2012.08.061zbMath1402.62096arXiv1204.0405MaRDI QIDQ691846

Songkiat Sumetkijakan, Pongpol Ruankong, Tippawan Santiwipanont

Publication date: 4 December 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.0405

zbMATH Keywords

copulas; shuffles of Min; measure of dependence; measure-preserving; shuffles of copulas; Sobolev norm \(\ast \)-product

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60E05: Probability distributions: general theory

46E35: Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems

62E10: Characterization and structure theory of statistical distributions

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